-49.7%
TSLQ vs GWRE
-25.4%
-24.3%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | -19.9% | +31.9% | +7.5% |
| 7D | -5.8% | -21.1% | +15.3% | -9.6% |
| 30D | -22.1% | +1.3% | -23.4% | -22.0% |
| 3M | +10.1% | +7.4% | +2.6% | +10.2% |
| 6M | -6.8% | +5.6% | -12.4% | -6.0% |
| YTD | +8.5% | -19.2% | +27.7% | +0.3% |
| 1Y | -49.7% | -25.1% | -24.6% | -55.0% |
| All | -49.7% | -25.4% | -24.3% | -55.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded GWRE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling